Introduction to Cross Assets
 /  Introduction to Cross Assets
Introduction to Cross Assets

Professor: Christophe Chouard, Associate Professor, Panthéon-Assas University, Aldis Capital Consultant

Objectives: The aim of the course is to understand how to design and structure financial assets or debt instruments that meet the specific objectives of investors or borrowers. After recalling the exposure and risk characteristics of the main derivatives, we will explain how to use them to structure custom packaged instruments.

Outline:

1. Introduction:

  • Definition of a cross asset
  • Some examples of cross assets
  • Some examples of structured debts

2. Derivatives:

  • Foreign exchange derivatives: forward exchange, cross-currency swap ;
  • Rate derivatives: futures, interest rate swaps
  • Equity Derivatives: Equity and Index Futures
  • Optional instruments
  • Anticipations and futures prices

3. Cross assets:

  • Editing: issuer of a security, promise to the investor, derivatives
  • The assembly of the derivatives portfolio to meet the promise
  • Pricing.

4. Structured debts:

  • Why a structured debt?
  • Toxic loans contracted by local authorities
  • Some practical examples

Grading: A final exam at the end of the semester.


Speakers
  • Christophe CHOUARD
    Diplômé du MBA d'HEC. Diplômé de l'Ecole Centrale de Paris. Conseiller en investissements financiers. Gérant du cabinet de Conseil Aldis Capital. Maître de conférences associé à l’Université de Paris II Panthéon-Assas.

General information

Address :

122, rue de Vaugirard
75006 Paris, FRANCE

L4 L6 L12 L13 Montparnasse
L10 L13 Duroc
L4 Saint-Placide
L12 Falguière

Phone :
+33 (0)1 53 63 80 76

Email :
secretairembf@u-paris2.fr

RECRUITMENT

Shortlisted results announced
15 juin 2021

Interviews
24 et 25 juin 2021

Final admission results
1er juillet 2021

Administrative registration
Du 1er au 15 juillet 2021

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